QUANTA SERVICES, INC. (PWR) Options Risk Score

Run a full PWR options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on QUANTA SERVICES, INC. (PWR) right now?

Over a 4-week expiry window, QUANTA SERVICES, INC. (PWR) scores 100 out of 100 for options catalyst risk (HIGH). That score is driven by an upcoming earnings report, 5 recent news items and 5 active legal filings falling inside the 4-week window. A HIGH reading (70+) means PWR has a dated event inside the window, so an option sold here carries gap risk that time decay alone will not pay for. The score ranks event exposure, not the likely direction of the move.

PWR shows an IV Rank of 100 — implied volatility is near the top of its own one-year range, so PWR options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 101%. IV Rank answers how PWR options are priced against their own history, which is the starting point for choosing between selling and buying premium.

PWR reports on 2026-10-29. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.

QUANTA SERVICES, INC. (PWR) current implied volatility and IV Rank

QUANTA SERVICES, INC. (PWR) currently has an IV Rank of 100 with implied volatility around 101%, alongside a TickerRisk options-risk score of 100/100. That is expensive by PWR's own standards. Elevated IV Rank rewards defined-risk premium selling, and it is also the market's way of saying it expects movement; the question worth answering is what it expects to move on.

Unsure how to act on this? What IV Rank is worth selling at →

QUANTA SERVICES, INC. (PWR) next earnings date — 2026-10-29

The next PWR report lands on 2026-10-29 — about 8 days away — inside the window a typical monthly option would span. PWR's IV Rank is currently 100. That matters more than any other single date on the calendar: the stock can gap overnight on the print, and any premium you collect now is partly payment for carrying that gap. Sellers who want the volatility crush without the gap generally choose an expiry that ends before the report.

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